The nature of dark matter is one of the most important outstanding problems in
physics and cosmology. From observing astrophysical objects, we have learned
that dark matter represents some 25% of the total energy of the universe, while
ordinary matter weighs in at only about 4%. Although they make up a large
fraction of the energy of the universe, dark matter particles interact with
ordinary matter only very weakly, making their detection via interactions with
ordinary matter difficult. We review theories of dark matter and discuss the
ways physicists and cosmologists are looking for dark matter through its
signatures in the sky in gamma rays and cosmic rays, underground in direct
detection experiments, and at the Large Hadron Collider.